Second-order optimality conditions and Lagrange multiplier characterizations of the solution set in quasiconvex programming
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Publication:5221264
DOI10.1080/02331934.2019.1625351zbMATH Open1476.90347arXiv1311.2845OpenAlexW3098225114MaRDI QIDQ5221264FDOQ5221264
Authors: V. Ivanov 
Publication date: 25 March 2020
Published in: Optimization (Search for Journal in Brave)
Abstract: Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint qualification as a particular case. We obtain necessary and sufficient conditions for weak efficiency of problems with a second-order pseudoconvex vector objective function and quasiconvex constraints. We also derive Lagrange multiplier characterizations of the solution set of a scalar problem with a second-order pseudoconvex objective function and quasiconvex inequality constraints, provided that one of the solutions and the Lagrange multipliers in the Karush-Kuhn-Tucker conditions are known. At last, we introduce a notion of a second-order KKT-pseudoconvex problem with inequality constraints. We derive sufficient and also necessary conditions for efficiency of second-order KKT-pseudoconvex problems. Three examples are presented.
Full work available at URL: https://arxiv.org/abs/1311.2845
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Karush-Kuhn-Tucker optimality conditionscharacterizations of the solution setmultiobjective nonsmooth optimizationsecond-order Mangasarian-Fromovitz constraint qualificationssecond-order pseudoconvex function
Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Convexity of real functions of several variables, generalizations (26B25)
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Cited In (7)
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- Second-order Lagrange multiplier rules in multiobjective optimal control of semilinear parabolic equations
- Second-order optimality conditions for efficiency in \(C^{1,1}\)-smooth quasiconvex multiobjective programming problem
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- New second-order necessary optimality conditions for constrained vector optimization problems
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